-29.9%
VST vs QBTS
-65.2%
+35.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.6% | +6.6% | -0.6% |
| 7D | -6.0% | +1.1% | -7.1% | -6.4% |
| 30D | -18.8% | -28.1% | +9.3% | -15.1% |
| 3M | -8.0% | -48.1% | +40.1% | 0.0% |
| 6M | -10.9% | -53.6% | +42.6% | -3.9% |
| YTD | -18.3% | -59.9% | +41.6% | -11.7% |
| 1Y | -29.9% | -64.3% | +34.4% | -24.2% |
| All | -29.9% | -65.2% | +35.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling